+307.7%
GLW vs FCEL
-74.5%
+382.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.5% | -8.9% | +1.1% |
| 7D | -13.9% | -11.2% | -2.7% | -12.5% |
| 30D | -35.0% | -45.8% | +10.8% | -29.7% |
| 3M | -32.4% | -51.0% | +18.6% | -26.4% |
| 6M | -41.3% | -22.2% | -19.1% | -38.4% |
| YTD | +21.8% | +36.3% | -14.4% | +22.4% |
| 1Y | +21.8% | +29.0% | -7.2% | +22.4% |
| 3Y | +307.7% | -70.9% | +378.5% | +331.8% |
| All | +307.7% | -74.5% | +382.1% | +331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling